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Thread: F-Test for SLR & MLR?

  1. #1

    F-Test for SLR & MLR?

    I am trying to finish a homework problem for a grad level stats class and can't seem to find an answer anywhere to this question written in plain English.

    What is the difference between an F-test in SLR versus in MLR? It seems like this should be cut and dry, but after looking in two different textbooks and performing a Google search (and phoning a friend), I can't seem to make sense of it.

    Thanks for any help!

  2. #2
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    Re: F-Test for SLR & MLR?

    I would guess that in the MLR case the sum of squares can be calculated in different ways, e.g. if the factors are not orthogonal the SS will depend on the order of factors in the regression. Therebare several ways to calculate the SS to compensate for this.


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